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M

Miloš Kopa

Faculty of Mathematics and Physics

16H指数
89论文数
962被引数
收录论文 21
发表时间
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Market timing and short-term portfolio selection based on state price density基于状态价格密度的市场时机与短期投资组合选择
errAnnals of Operations Research
IF4.5
err2026-08-19
err0
errOAAI
errSebastiano Vitali; Miloš Kopa; Ruth Dominguez; Marco Garofalo; Alessandro Gianesin
err分享
err收藏
Portfolio Optimization with Decreasing Absolute Risk Aversion Stochastic Dominance Constraints具有递减绝对风险厌恶优势的随机约束下的投资组合优化
errEuropean Journal of Operational Research
IF6
err2026-03-29
err0
PREAI
errMiloš Kopa; Thierry Post; Jana Junová
err分享
err收藏
Exploring determinants of network stochastic dominance ratios: a causal approach using explainable AI探索网络随机优势比的决定因素: 使用可解释的AI的因果方法
errAnnals of Operations Research
IF4.5
err2026-02-02
err0
errOAAI
errJurgita Černevičienė; Audrius Kabašinskas; Miloš Kopa
err分享
err收藏
Do pension funds beat inflation? Assessing trend-dependent risk and dominance techniques养老金基金能战胜通胀吗？评估趋势依赖性风险和优势技术
errAnnals of Operations Research
IF4.5
err2026-01-08
err0
errOAAI
errDavid Neděla; Audrius Kabašinskas; Miloš Kopa
err分享
err收藏
Solving overall risk minimization by stationary policy heuristics通过平稳策略启发式方法解决总体风险最小化
errAnnals of Operations Research
IF4.5
err2026-01-03
err0
errOAAI
errMartin Smíd; Miloš Kopa
err分享
err收藏
Bilevel portfolio optimization problems双层投资组合优化问题
errAnnals of Operations Research
IF4.5
err2025-12-12
err0
PREAI
errMonika Kaľatová; Miloš Kopa
err分享
err收藏
Sustaining in Uncertain Time: Investigating Pension Fund Performance during Market Stress在不确定时期维持稳定：研究市场压力下的养老金基金表现
errINZINERINE EKONOMIKA-ENGINEERING ECONOMICS
IF2
err2025-02-27
err0
errOAAI
errLakstutiene, Ausrine; Sutiene, Kristina; Kabasinskas, Audrius; Malakauskas, Aidas; Kopa, Milos
err分享
err收藏
Multivariate probabilistic forecasting of electricity prices with trading applications
errENERGY ECONOMICS
IF14.2
err2025-01-01
err0
PREAI
errAgakishiev, Ilyas; Haerdle, Wolfgang Karl; Kopa, Milos; Kozmik, Karel; Petukhina, Alla
err分享
err收藏
Stress testing for IInd pillar life-cycle pension funds using hidden Markov model基于隐马尔可夫模型的IInd支柱生命周期养老基金压力测试
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-05-23
err0
errOAAI
errKabasinskas, Audrius; Kopa, Milos; Sutiene, Kristina; Lakstutiene, Ausrine; Malakauskas, Aidas
err分享
err收藏
Multistage stochastic dominance: an application to pension fund management多阶段随机优势: 在养老基金管理中的应用
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2023-11-10
err3
errOAAI
errKopa, Milos; Moriggia, Vittorio; Vitali, Sebastiano
err分享
err收藏
Robustness of stochastic programs with endogenous randomness via contamination
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-03-01
err1
PREAI
errKopa, Milos; Rusy, Tomas
err分享
err收藏
Multi-level stratification of territories for waste composition analysis
errJOURNAL OF ENVIRONMENTAL MANAGEMENT
IF8.4
err2022-09-01
err6
PREAI
errSomplak, Radovan; Kopa, Milos; Omelka, Marek; Nevrly, Vlastimir; Pavlas, Martin
err分享
err收藏
Dominance Tracking Index for Measuring Pension Fund Performance with Respect to the Benchmark
errSUSTAINABILITY
IF3.3
err2022-08-03
err3
errOAAI
errKopa, Milos; Sutiene, Kristina; Kabasinskas, Audrius; Lakstutiene, Ausrine; Malakauskas, Aidas
err分享
err收藏
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision具有定价决策的资产负债管理模型的决策依赖随机性随机规划
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2020-04-01
err10
PREAI
errKopa, Milos; Rusy, Tomas
err分享
err收藏
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
errOMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
IF7.2
err2019-09-01
err35
PREAI
errMoriggia, Vittorio; Kopa, Milos; Vitali, Sebastiano
err分享
err收藏
Multi-stage emissions management of a steel company
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2019-03-12
err7
PREAI
errZapletal, Frantisek; Smid, Martin; Kopa, Milos
err分享
err收藏
Individual optimal pension allocation under stochastic dominance constraints
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2016-12-19
err41
errOAAI
errKopa, Milos; Moriggia, Vittorio; Vitali, Sebastiano
err分享
err收藏
Robustness of optimal portfolios under risk and stochastic dominance constraints
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2014-04-01
err52
PREAI
errDupacova, Jitka; Kopa, Milos
err分享
err收藏
General linear formulations of stochastic dominance criteria
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2013-10-01
err71
PREAI
errPost, Thierry; Kopa, Milos
err分享
err收藏
Robustness in stochastic programs with risk constraints
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2011-01-05
err62
PREAI
errDupacova, Jitka; Kopa, Milos
err分享
err收藏

研究方向

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合作学者
合作期刊
W
Wolfgang Karl Härdle
H 指数: 84 · 论文数: 1.6K
T
Thierry Post
H 指数: 30 · 论文数: 173
M
Marek Omelka
H 指数: 25 · 论文数: 68
J
Jitka Dupačová
H 指数: 25 · 论文数: 92
R
Radovan Šomplák
H 指数: 19 · 论文数: 96
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